A predictor–corrector smoothing Newton method for symmetric cone complementarity problems
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摘要
In this paper, we present a predictor–corrector smoothing Newton method for solving nonlinear symmetric cone complementarity problems (SCCP) based on the symmetrically perturbed smoothing function. Under a mild assumption, the solution set of the problem concerned is just nonempty, we show that the proposed algorithm is globally and locally quadratic convergent. Also, the algorithm finds a maximally complementary solution to the SCCP. Numerical results for second order cone complementarity problems (SOCCP), a special case of SCCP, show that the proposed algorithm is effective.
论文关键词:90C25,90C33,Symmetric cone complementarity problems,Smoothing Newton method,Predictor–corrector,Global convergence,Local quadratic convergence
论文评审过程:Available online 19 August 2010.
论文官网地址:https://doi.org/10.1016/j.amc.2010.08.032